That's another thing these sorts of indie games can't worry about until later, much like with console ports. Physical versions are possible in the future if the game is rather successful. Though I think changes to ESRB fees (I think? might have to look that article up again) completely screwed lots of indie devs and made them cancel physical versions, so don't count on it.
We do have the backer's edition physical run coming for people who got the tiers that included it, and we're open to limited physical runs in the future if things go well, but (If they happen) they'd be made-to-order, rather than distributed through physical retailers.
Maybe this article? Or some other one talking about the same fee change thing. Why your favorite indie game may not get a boxed edition
The issue there is actually only with console games - in short, now that there are lower fees, the 'big three' console developers require an ESRB rating for any physical release game.
That situation is a real bummer, but thankfully the limited physical release of TFH (as a backer reward) won't be affected since it's PC-only.